APA引文

Lim, K. P. (2009). The weak-form efficiency of Chinese Stock Markets: Thin trading, nonlinearity and episodic serial dependencies. SAGE Publications.

Chicago Style Citation

Lim, Kian Ping. The Weak-form Efficiency of Chinese Stock Markets: Thin Trading, Nonlinearity and Episodic Serial Dependencies. SAGE Publications, 2009.

MLA引文

Lim, Kian Ping. The Weak-form Efficiency of Chinese Stock Markets: Thin Trading, Nonlinearity and Episodic Serial Dependencies. SAGE Publications, 2009.

警告：这些引文格式不一定是100％准确.